Yes, there are ways to run a memory test. I'm going to assume you're using Windows:
When your system starts up, loads from BIOS, and then begins to load up your operating system, hit the F8 key. It will come up to a menu of options. One of them should be an option to run a memory test. If I am mistaken, someone please correct me. I've been using strictly Linux for the last 6 months and am starting to forget things about Windows.
Guild Wars is pretty on top of debugging. The error message that pops up on your web browser should give you some general details on potential problems. If the memory test comes up clean, try removing your memory and see if the problem continues.
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